-50.3%
CCI vs PFGC
+111.7%
-162.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | +2.1% | -16.0% | +18.1% | +4.9% |
| 3M | -17.8% | -4.1% | -13.7% | -17.4% |
| 6M | -14.2% | +8.7% | -22.9% | -15.5% |
| YTD | -13.3% | +6.4% | -19.7% | -14.6% |
| 1Y | -16.6% | -8.4% | -8.2% | -16.0% |
| 3Y | -10.8% | +61.8% | -72.6% | -19.3% |
| 5Y | -50.3% | +108.7% | -159.0% | -57.6% |
| All | -50.3% | +111.7% | -162.0% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling